Agricultural Inputs Industry Report
April 2021
Exploratory Data Analysis
Distribution of the Response
Correlation between Covariates and Response
| Avg Pct Change | Sd Pct Change | Avg Vol | Pe Ratio | Price to Sales Ratio | Price to Book Ratio | Price to Fcf Ratio | Debt to Equity Ratio | Pays Dividend | Dividend Yield | Response | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| min | -1.8% | 0.7% | 762 | 0.00 | 0.18 | -1.21 | 0.0 | -4.48 | 0.000 | 0% | -1.97000 |
| first_quart | -0.2% | 1.5% | 83800 | 2.66 | 1.06 | 1.09 | 0.0 | 0.39 | 0.000 | 0% | -0.80700 |
| median | 0% | 2.3% | 293000 | 13.20 | 1.69 | 1.93 | 9.9 | 0.85 | 1.000 | 0.5% | 0.00153 |
| mean | 0% | 2.6% | 2010000 | 19.70 | 2.46 | 2.10 | 29.9 | 1.34 | 0.657 | 1.5% | -0.13800 |
| third_quart | 0.2% | 3.1% | 2480000 | 19.90 | 2.58 | 3.16 | 24.1 | 1.87 | 1.000 | 1.7% | 0.47100 |
| max | 1.4% | 9.2% | 22500000 | 838.00 | 85.70 | 6.88 | 1260.0 | 8.94 | 1.000 | 21.5% | 1.96000 |
Model Tuning
Random Forest Models
Gradient Boosted Models
Final Models
Random Forest Model
Model Info and Metrics
- min_n: 1, mtry: 5
- Mean Absolute Error: 0.1273
- Root Mean Squared Error: 0.2785
Gradient Boosted Model
Model Info and Metrics
- learn_rate: 0.1, mtry: 7, tree_depth: 5
- Mean Absolute Error: 0.0363
- Root Mean Squared Error: 0.0598
Future Predictions
| Company | Quarter | Price | RF Prediction | GB Prediction |
|---|---|---|---|---|
| MOS | 2020 Q4 | $20.13 | 98.73% | 153.02% |
| ICL | 2020 Q4 | $4.17 | 46.44% | 109.09% |
| SMG | 2020 Q4 | $171.44 | 42.31% | 53.8% |
| NTR | 2020 Q4 | $44.2 | 35.88% | 32% |
| FMC | 2020 Q4 | $111.32 | 23.18% | 36.31% |
| AVD | 2020 Q4 | $14.74 | 22.06% | 42.11% |
| CF | 2020 Q4 | $33 | 5.24% | 42.75% |
| CTVA | 2020 Q4 | $35.74 | -1.6% | 2.37% |
| UAN | 2020 Q4 | $9.71 | -37.89% | -18.53% |
| CGA | 2020 Q4 | $2.6 | -43.13% | -20.5% |
| BIOX | 2020 Q4 | $5.68 | -44.09% | -37.98% |
| IPI | 2020 Q4 | $12.44 | -47.42% | -58.65% |
| RKDA | 2020 Q4 | $3.06 | -52.56% | -53.48% |
| SEED | 2020 Q1 | $6.05 | -56.11% | 23.37% |
| YTEN | 2020 Q3 | $6.15 | -57.66% | -30.53% |
| MBII | 2020 Q3 | $1.22 | -57.75% | -65.49% |
